Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX /

• Main Authors: Leitão, João (Author, http://id.loc.gov/vocabulary/relators/aut), Neves, Rui Ferreira (http://id.loc.gov/vocabulary/relators/aut), Horta, Nuno C.G (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: SpringerBriefs in Computational Intelligence,
• Subjects: Computational intelligence.; Algorithms.; Economics, Mathematical .; Pattern recognition.; Computational Intelligence.; Algorithm Analysis and Problem Complexity.; Quantitative Finance.; Pattern Recognition.

This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 in...